The yen's rally after joint U.S.-Japan intervention is already fading because cu
Created
Thesis
The yen's rally after joint U.S.-Japan intervention is already fading because currency intervention only works temporarily without matching interest-rate policy. Hedge funds slashing their yen-short bets means a lot of the selling pressure has already been flushed out, leaving the yen without fuel to keep climbing. Meanwhile, even though the weak U.S. jobs report is pressuring the dollar today, economists still see a case for the Fed to keep rates high — which would re-widen the interest-rate gap between the U.S. and Japan and push the pair back up.
Markets and timeframes
Latest published rule evaluation
Evaluated . This is a dated rule snapshot, not a live price or trade execution confirmation.
FXY · 1d
4 of 10 published entry conditions marked met.
- EMA (9) crossed above EMA (21) — near
- RSI (14) below 40 — far
- RSI (14) above 30 — met
- ADX (14) above 25 — far
- EMA (9) above EMA (21) — met
- EMA (9) crossed above EMA (21) — near
- RSI (14) below 40 — far
- RSI (14) above 30 — met
- ADX (14) above 25 — far
- EMA (9) above EMA (21) — met
- MACD (12,26,9) crossed below MACD (12,26,9) — near
- MACD (12,26,9) crossed below MACD (12,26,9) — near
Entry and exit at a glance
These are the named rules in the shared configuration. Review the full conditions below before using a strategy.
- Entry: Contrarian Intervention Continuation Long (FXY@1d) - RSI 30-40 Momentum Entry with ADX (5 conditions)
- Entry: Contrarian Intervention Continuation Long (UUP@1d) - RSI 30-40 Momentum Entry with ADX (5 conditions)
- Exit: MACD Bearish Cross or 20-Bar Time Stop (FXY@1d) (2 conditions)
- Exit: MACD Bearish Cross or 20-Bar Time Stop (UUP@1d) (2 conditions)
- Exit: SL: Fib Retracement 21.4% (FXY@1d) (1 condition)
- Exit: SL: Fib Retracement 21.4% (UUP@1d) (1 condition)
- Exit: Stop Loss at 2.9% (1 condition)
- Exit: Take Profit at 5.7% (1 condition)
Shared strategy rules
Rule configuration
{
"data_dependencies": [
{
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
{
"symbol": "STOCK:UUP",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 30
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_fxy",
"name": "Contrarian Intervention Continuation Long (FXY@1d) - RSI 30-40 Momentum Entry with ADX",
"priority": 1,
"trade_symbol": "STOCK:FXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 30
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uup",
"name": "Contrarian Intervention Continuation Long (UUP@1d) - RSI 30-40 Momentum Entry with ADX",
"priority": 2,
"trade_symbol": "STOCK:UUP"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 20
}
}
],
"enabled": true,
"id": "exit_1_fxy",
"name": "MACD Bearish Cross or 20-Bar Time Stop (FXY@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:FXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 20
}
}
],
"enabled": true,
"id": "exit_1_uup",
"name": "MACD Bearish Cross or 20-Bar Time Stop (UUP@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"ratio": 214,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_2_fxy",
"name": "SL: Fib Retracement 21.4% (FXY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:FXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"ratio": 214,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_2_uup",
"name": "SL: Fib Retracement 21.4% (UUP@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.85
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Stop Loss at 2.9%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5.7
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.7%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 214,
"risk_percent": 2.85,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Indicator configuration
{
"indicators": [
{
"name": "ema",
"period": 9
},
{
"name": "ema",
"period": 21
},
{
"name": "rsi",
"period": 14
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "adx",
"period": 14
},
{
"name": "ema",
"period": 9
},
{
"name": "ema",
"period": 21
},
{
"name": "rsi",
"period": 14
},
{
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
{
"name": "adx",
"period": 14
}
]
}Parsed strategy
{
"data_dependencies": [
{
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
{
"symbol": "STOCK:UUP",
"timeframe": "1d"
}
],
"entry_rules": [
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 30
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_fxy",
"name": "Contrarian Intervention Continuation Long (FXY@1d) - RSI 30-40 Momentum Entry with ADX",
"priority": 1,
"trade_symbol": "STOCK:FXY"
},
{
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "crossed_above",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "less_than",
"right": {
"type": "constant",
"value": 40
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "rsi",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 30
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "adx",
"period": 14
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"type": "constant",
"value": 25
}
},
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 9
},
"type": "indicator"
},
"operator": "greater_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"name": "ema",
"period": 21
},
"type": "indicator"
}
}
],
"direction": "long",
"enabled": true,
"id": "entry_1_uup",
"name": "Contrarian Intervention Continuation Long (UUP@1d) - RSI 30-40 Momentum Entry with ADX",
"priority": 2,
"trade_symbol": "STOCK:UUP"
}
],
"exit_rules": [
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 20
}
}
],
"enabled": true,
"id": "exit_1_fxy",
"name": "MACD Bearish Cross or 20-Bar Time Stop (FXY@1d)",
"priority": 1,
"purpose": "signal",
"target_symbol": "STOCK:FXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
},
"operator": "crossed_below",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "signal",
"indicator": {
"fast": 12,
"name": "macd",
"signal": 9,
"slow": 26
},
"type": "indicator"
}
},
{
"left": {
"field": "holding_period_bars",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 20
}
}
],
"enabled": true,
"id": "exit_1_uup",
"name": "MACD Bearish Cross or 20-Bar Time Stop (UUP@1d)",
"priority": 2,
"purpose": "signal",
"target_symbol": "STOCK:UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:FXY",
"timeframe": "1d"
},
"ratio": 214,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_2_fxy",
"name": "SL: Fib Retracement 21.4% (FXY@1d)",
"priority": 100,
"purpose": "stop_loss",
"target_symbol": "STOCK:FXY"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"field": "close",
"type": "price"
},
"operator": "less_than",
"right": {
"chart_ref": {
"symbol": "STOCK:UUP",
"timeframe": "1d"
},
"ratio": 214,
"type": "fibonacci_retracement"
}
}
],
"enabled": true,
"id": "exit_2_uup",
"name": "SL: Fib Retracement 21.4% (UUP@1d)",
"priority": 101,
"purpose": "stop_loss",
"target_symbol": "STOCK:UUP"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "less_than_or_equal",
"right": {
"type": "constant",
"value": -2.85
}
}
],
"enabled": true,
"id": "exit_3",
"name": "Stop Loss at 2.9%",
"priority": 100,
"purpose": "stop_loss"
},
{
"applies_to": "both",
"conditions": [
{
"left": {
"field": "unrealized_pnl_percent",
"type": "position"
},
"operator": "greater_than_or_equal",
"right": {
"type": "constant",
"value": 5.7
}
}
],
"enabled": true,
"id": "exit_4",
"name": "Take Profit at 5.7%",
"priority": 100,
"purpose": "take_profit"
}
],
"position_sizing": {
"max_position_percent": 25,
"method": {
"fib_stop_ratio": 214,
"risk_percent": 2.85,
"type": "fixed_risk"
},
"min_position_value": 100
},
"trigger_timeframe": "1d",
"version": 1
}Strategy instructions
Trading agent generated from recommendation idea 'The yen's rally after joint U.S.-Japan intervention is already fading because currency intervention only works temporarily without matching interest-rate policy. Hedge funds slashing their yen-short bets means a lot of the selling pressure has already bee'. Thesis: The yen's rally after joint U.S.-Japan intervention is already fading because currency intervention only works temporarily without matching interest-rate policy. Hedge funds slashing their yen-short bets means a lot of the selling pressure has already been flushed out, leaving the yen without fuel to keep climbing. Meanwhile, even though the weak U.S. jobs report is pressuring the dollar today, economists still see a case for the Fed to keep rates high — which would re-widen the interest-rate gap between the U.S. and Japan and push the pair back up.
Performance
No trade count, win rate, or realized P&L figures are provided in this public preview. The thesis and shared rules do not establish a performance record.
What this public preview can establish
- The dated rule snapshot above shows the conditions evaluated at that time. It does not prove a current trigger or executed trade.
- Technical strategy fields are shared above. Inspect the actual conditions and check when they were evaluated before relying on them.
- No trade count, win rate, or P&L figure is published in this preview. It cannot establish a performance record.
Explore
How CommonQuant researches and tests strategies · Public paper-trading record and its limits · Discover public strategies